+67.7%
ASML vs TXT
+11.0%
+56.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -8.2% |
| 7D | -19.0% | -2.5% | -16.5% | -17.5% |
| 30D | -25.9% | +12.8% | -38.8% | -32.5% |
| 3M | -19.1% | -3.6% | -15.4% | -17.6% |
| 6M | -5.7% | -6.9% | +1.2% | -1.8% |
| YTD | +27.6% | -2.2% | +29.7% | +26.9% |
| 1Y | +30.8% | +6.3% | +24.5% | +21.9% |
| 3Y | +116.2% | +10.3% | +106.0% | +86.4% |
| 5Y | +67.7% | +10.6% | +57.0% | +33.4% |
| All | +67.7% | +11.0% | +56.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling